+32.2%
EEM vs TE
-82.5%
+114.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | -0.1% |
| 7D | +2.7% | -19.1% | +21.7% | +4.2% |
| 30D | -5.4% | -34.1% | +28.7% | -2.8% |
| 3M | -8.6% | -60.1% | +51.5% | -3.0% |
| 6M | -8.9% | -66.0% | +57.1% | -3.2% |
| YTD | +11.9% | -71.4% | +83.3% | +18.7% |
| 1Y | +13.1% | -45.3% | +58.3% | +14.5% |
| 3Y | +70.7% | +9.1% | +61.5% | +52.3% |
| All | +32.2% | -82.5% | +114.7% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling